+427.8%
EWT vs MOD
+920.5%
-492.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.5% |
| 7D | -3.7% | -17.8% | +14.2% | -1.0% |
| 30D | -17.2% | -43.2% | +26.1% | -9.8% |
| 3M | -7.3% | -46.0% | +38.7% | +1.3% |
| 6M | -1.5% | -62.2% | +60.8% | +13.4% |
| YTD | +49.0% | -22.8% | +71.8% | +53.6% |
| 1Y | +50.6% | -35.5% | +86.1% | +58.5% |
| 3Y | +148.9% | +128.2% | +20.7% | +113.1% |
| 5Y | +116.1% | +791.6% | -675.5% | +51.5% |
| 10Y | +427.8% | +886.3% | -458.5% | +262.1% |
| All | +427.8% | +920.5% | -492.7% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling